1) Open a CMD.EXE window (Start>Run : CMD.EXE)
2) CD to the folder containing the folder.
3) Do a DIR /X to get its SHORT FILE NAME.
4) CD into the SHORT FILE NAME you just got.
5) Do a DIR /X /A to see all the files or folders in this folder. Delete any files or folders found.
6) CD ..
7) RMDIR the SHORT FILE NAME you found.